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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Greenlight Reinsurance (GLRE) - NASDAQ Next Earnings Date: OS Estimate: March 9, 2027 AC
OS Projected Window: March 8, 2027 to March 13, 2027
EVR: 2.1
Avg Daily Volume: 115,665    Market Cap: 478.5M
Sector: Financial Services    Short Interest: 2.18
Live Interactive Chart
Days to Next Earnings: 119 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Nov. 2, 2026 AC 2.1 $15.09 @$15.00 $1.62
($15.09)
10.8% 7.75% I 1.32% I $15.29 $1.20
( $15.29 )
-25.93%
Aug. 4, 2026 AC 1.8 $16.36 @$17.50 $2.40
($16.36)
13.71% -11.0% I -3.72% I $15.75 $1.60
( $15.75 )
-33.33%
May 5, 2026 AC 1.9 $17.90 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 9, 2026 AC 1.8 $14.20 @$15.00
Nov. 3, 2025 AC 1.9 $12.19 @$12.50
Aug. 4, 2025 AC 2.0 $12.83 @$12.50
May 7, 2025 AC 2.2 $13.44 @$12.50
March 10, 2025 AC 2.2 $13.70 @$12.50
May 8, 2024 AC 2.2 $12.74 @$12.50
March 5, 2024 AC 2.3 $11.96 @$12.50

 
 
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